Scared to have sex

Me and my boyfriend have been together just over a year, I've delayed sex every time we've built up to it. I just freak out. I've never had sex before either. I'm incredibly lucky that my boyfriend understands that I'm nervous to do it but I'm sure there's only so much patience a man can have. I'm not scared of the sex itself (worried about the pain might experience) but I am scared of the consequences that could follow with it. Like getting pregnant, I don't want children ever and if I get pregnant I feel it'll be the end of the world (I understand some people are trying to conceive - please don't hate on me). I just want to get rid of this fear I associate with sex. But I don't know how too. Advice please?